Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49169.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45107.5 Kr¶

PnL: ---------------------------------------> 51.5 Kr¶

DD now: ---------------------------------> -7.438 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:34:13.664138'

Anic Portfolio¶

Today¶

Return: -1.105 %¶

This Week¶

Return: -0.272 %¶

Total portfolio value¶

Return including deposits: 60.967 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.020000 1667.340000 198.340000 13.500000 1468.999998
Orrön Energy 180 -1.510000 2169.000000 126.000000 6.170000 2043.000000
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Sagax B 4 0.670000 903.200000 49.200000 5.760000 854.000000
Hoist Finance 35 1.030000 1027.250000 47.250000 4.820000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.290000 828.000000 36.000000 4.550000 792.000000
Hexatronic Group 12 0.120000 1002.960000 35.960000 3.720000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.760000 981.600000 20.600000 2.140000 960.999996
OX2 13 1.500000 969.150000 19.150000 2.020000 949.999999
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
BioGaia B 8 -1.430000 936.800000 6.800000 0.730000 930.000000
HEXPOL B 9 -0.090000 1026.900000 5.900000 0.580000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
AcadeMedia 8 -1.280000 401.200000 -0.800000 -0.200000 402.000000
VEF 909 -3.140000 1848.910000 -1.090000 -0.060000 1850.000436
Sedana Medical 93 -5.380000 2518.440000 -2.560000 -0.100000 2521.000011
Clas Ohlson B 12 -2.010000 964.200000 -8.800000 -0.900000 972.999996
Byggmax Group 33 -2.710000 947.100000 -8.900000 -0.930000 956.000001
ASSA ABLOY B 3 -1.810000 765.600000 -13.400000 -1.720000 779.000001
Addnode Group B 11 0.610000 907.500000 -13.500000 -1.470000 921.000003
EQT 4 -2.340000 816.800000 -15.200000 -1.830000 832.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.390000 905.500000 -34.500000 -3.670000 940.000000
Indutrade 5 -1.220000 1175.500000 -42.500000 -3.490000 1218.000000
Latour B 4 -0.200000 814.400000 -42.600000 -4.970000 857.000000
Vitec Software Group B 2 -2.550000 1032.000000 -55.000000 -5.060000 1087.000000
Bufab 3 -0.800000 1042.200000 -66.800000 -6.020000 1109.000001
BHG Group 97 -2.040000 1353.150000 -105.850000 -7.250000 1458.999989
Hexagon B 26 -3.180000 3324.100000 -136.900000 -3.960000 3461.000010
TOTAL 45107.500000 51.500000 -7.43841% 45056.000411

Updated:¶

'2023-07-05 16:34:31.293405'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶